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Type 'q()' to quit R. > x <- c(1.262,1.743,1.964,3.258,4.966,4.944,5.907,5.561,5.321,3.582,1.757,1.894,1.442,2.238,2.179,3.218,5.139,4.990,4.914,6.084,5.672,3.548,1.793,2.086,1.376,2.202,2.683,3.303,5.202,5.231,4.880,7.998,4.977,3.531,2.025,2.205,1.504,2.090,2.702,2.939,4.500,6.208,6.415,5.657,5.964,3.163,1.997,2.422,1.507,1.992,2.487,3.490,4.647,5.594,5.611,5.788,6.204,3.013,1.931,2.549,1.580,2.111,2.192,3.601,4.665,4.876,5.813,5.589,5.331,3.075,2.002,2.306,1.594,2.467,2.222,3.607,4.685,4.962,5.770,5.480,5.000,3.228,1.993,2.288,1.351,2.218,2.461,3.028,4.784,4.975,4.607,6.249,4.809,3.157,1.910,2.228,1.169,2.154,2.249,2.687,4.359,5.382,4.459,6.398,4.596,3.024,1.887,2.070,1.511,2.059,2.635,2.867,4.403,5.720,4.502,5.749,5.627,2.846,1.762,2.429,1.579,2.146,2.462,3.695,4.831,5.134,6.250,5.760,6.249,2.917,1.741,2.359) > par8 = '' > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > par3 = '0' > par2 = '1' > par1 = 'Default' > #'GNU S' R Code compiled by R2WASP v. 1.0.44 () > #Author: Dr. Ian E. Holliday > #To cite this work: Ian E. Holliday, 2009, YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par8 != '') par8 <- as.numeric(par8) > ox <- x > if (par8 == '') { + if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } + } else { + x <- log(x,base=par8) + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/wessaorg/rcomp/tmp/1z2ww1324506184.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > op <- par(mfrow=c(2,1)) > plot(ox,type='l',main='Original Time Series',xlab='time',ylab='value') > if (par8=='') { + mytitle <- paste('Working Time Series (lambda=',par2,', d=',par3,', D=',par4,')',sep='') + mysub <- paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='') + } else { + mytitle <- paste('Working Time Series (base=',par8,', d=',par3,', D=',par4,')',sep='') + mysub <- paste('(base=',par8,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='') + } > plot(x,type='l', main=mytitle,xlab='time',ylab='value') > par(op) > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/2hp3w1324506184.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=mysub) > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/3lz0t1324506184.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF',sub=mysub) > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.731408779 0.384271362 -0.007566680 -0.429894306 [6] -0.723452823 -0.812955521 -0.694459310 -0.392573303 0.015043616 [11] 0.395902013 0.685505991 0.856625431 0.671030425 0.330539389 [16] -0.008701906 -0.385947546 -0.665651010 -0.736621889 -0.633755702 [21] -0.356533877 0.012107414 > (mypacf <- c(rpacf$acf)) [1] 0.731408779 -0.324030303 -0.342850869 -0.478405149 -0.357557568 [6] -0.279660198 -0.212504045 -0.127621019 -0.031467329 -0.042357284 [11] 0.081657131 0.404812181 -0.165277886 -0.125467640 0.169703882 [16] 0.104167300 0.027429777 0.056083834 -0.040172139 0.017566583 [21] -0.008783863 > lengthx <- length(x) > sqrtn <- sqrt(lengthx) > > #Note: the /var/wessaorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/wessaorg/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Autocorrelation Function',4,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Time lag k',header=TRUE) > a<-table.element(a,hyperlink('http://www.xycoon.com/basics.htm','ACF(k)','click here for more information about the Autocorrelation Function'),header=TRUE) > a<-table.element(a,'T-STAT',header=TRUE) > a<-table.element(a,'P-value',header=TRUE) > a<-table.row.end(a) > for (i in 2:(par1+1)) { + a<-table.row.start(a) + a<-table.element(a,i-1,header=TRUE) + a<-table.element(a,round(myacf[i],6)) + mytstat <- myacf[i]*sqrtn + a<-table.element(a,round(mytstat,4)) + a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6)) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/48s1c1324506184.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Partial Autocorrelation Function',4,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Time lag k',header=TRUE) > a<-table.element(a,hyperlink('http://www.xycoon.com/basics.htm','PACF(k)','click here for more information about the Partial Autocorrelation Function'),header=TRUE) > a<-table.element(a,'T-STAT',header=TRUE) > a<-table.element(a,'P-value',header=TRUE) > a<-table.row.end(a) > for (i in 1:par1) { + a<-table.row.start(a) + a<-table.element(a,i,header=TRUE) + a<-table.element(a,round(mypacf[i],6)) + mytstat <- mypacf[i]*sqrtn + a<-table.element(a,round(mytstat,4)) + a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6)) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/5j8la1324506184.tab") > > try(system("convert tmp/1z2ww1324506184.ps tmp/1z2ww1324506184.png",intern=TRUE)) character(0) > try(system("convert tmp/2hp3w1324506184.ps tmp/2hp3w1324506184.png",intern=TRUE)) character(0) > try(system("convert tmp/3lz0t1324506184.ps tmp/3lz0t1324506184.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.947 0.210 1.246